ON THE NUMERICAL INVERSION OF LAPLACE TRANSFORMS - COMPARISON OF 3 NEW METHODS ON CHARACTERISTIC PROBLEMS FROM APPLICATIONS

Authors
Citation
Dg. Duffy, ON THE NUMERICAL INVERSION OF LAPLACE TRANSFORMS - COMPARISON OF 3 NEW METHODS ON CHARACTERISTIC PROBLEMS FROM APPLICATIONS, ACM transactions on mathematical software, 19(3), 1993, pp. 333-359
Citations number
24
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Computer Sciences",Mathematics
ISSN journal
0098-3500
Volume
19
Issue
3
Year of publication
1993
Pages
333 - 359
Database
ISI
SICI code
0098-3500(1993)19:3<333:OTNIOL>2.0.ZU;2-0
Abstract
Three frequently used methods for numerically inverting Laplace transf orms are tested on complicated transforms taken from the literature. T he first method is a straightforward application of the trapezoidal ru le to Bromwich's integral. The second method, developed by Weeks [22], integrates Bromwich's integral by using Laguerre polynomials. The thi rd method, devised by Talbot [18], deforms Bromwich's contour so that the integrand of Bromwich's integral is small at the beginning and end of the contour. These methods are also applied to joint Laplace-Fouri er transform problems. All three methods give satisfactory results; Ta lbot's, however, has an accurate method for choosing required paramete rs.